+537.5%
FAST vs FIS
-55.0%
+592.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.1% | +6.2% | +1.8% |
| 7D | +5.0% | -3.5% | +8.5% | +5.9% |
| 30D | +8.6% | -19.4% | +28.0% | +13.2% |
| 3M | +6.9% | -31.6% | +38.5% | +16.5% |
| 6M | +29.6% | -32.5% | +62.1% | +41.1% |
| YTD | +41.4% | -56.0% | +97.4% | +74.8% |
| 1Y | +38.5% | -55.5% | +94.1% | +70.6% |
| 3Y | +98.7% | -41.3% | +140.1% | +118.9% |
| 5Y | +108.0% | -72.3% | +180.3% | +191.3% |
| All | +537.5% | -55.0% | +592.5% | +622.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling